RFE: Conference Listings

Bank for International Settlements BIS;World Bank; European Central Bank ECB

Dates:

November 02-03, 2010

Description:

Third Joint BIS/ECB/World Bank Public Investors Conference 2010

Location:

Basel, BIS, Switzerland

Subject:

The conference is targeted at quantitative experts from the community of central banks and sovereign wealth managers as well as academics. It aims at facilitating an ongoing dialogue between the reserve and asset management specialists of the participating organisations, encouraging knowledge sharing and collaboration across organisations, and fostering the development and dissemination of best practices in public sector portfolio and risk management.The organisers encourage submissions on the implications of the financial crisis in the following areas:- Organisation and governance of the investment functions at central banks and sovereign wealth funds.- General equilibrium considerations for public investors in the design of asset allocation strategies.- Asset and liability management at central banks and sovereign wealth managers.- Optimal currency allocation for foreign reserves portfolios.- Dynamic approaches to asset allocation, portfolio construction and risk management.- Processes and techniques for the active management of foreign exchange reserves and sovereign wealth funds.- Specific public sector considerations in the design of incentive structures for inhouse and outsourced portfolio management.- Risk control versus risk management in the context of an active portfolio management.- Methodology for measuring and managing market and credit risk.- Risk budgeting techniques for active management.- The specific requirements public investors have in performance and risk attribution.[gem?_?? den Informationen des Anbieters - according to site editor's information]